Akahori, J.; Kambara, R.; Liu, N.-L.; Mancino, M.E.; Mariotti, T.; Yasuda, Y.
Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data. Risks 2025, 13, 197.
https://doi.org/10.3390/risks13100197
AMA Style
Akahori J, Kambara R, Liu N-L, Mancino ME, Mariotti T, Yasuda Y.
Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data. Risks. 2025; 13(10):197.
https://doi.org/10.3390/risks13100197
Chicago/Turabian Style
Akahori, Jiro, Reika Kambara, Nien-Lin Liu, Maria Elvira Mancino, Tommaso Mariotti, and Yukie Yasuda.
2025. "Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data" Risks 13, no. 10: 197.
https://doi.org/10.3390/risks13100197
APA Style
Akahori, J., Kambara, R., Liu, N.-L., Mancino, M. E., Mariotti, T., & Yasuda, Y.
(2025). Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data. Risks, 13(10), 197.
https://doi.org/10.3390/risks13100197